Fund profile
Tickers
RPIEX, PAIEX, RPEIX, TRDZX
Fund manager
Total assets
$4.37 bn
Liabilities
$183.70 mm
Net assets
$4.19 bn
Number of holdings
438.00
Top 200 of 438 Holdings
Security | $Holding | Balance | % of Fund | Category | Position | Country |
---|---|---|---|---|---|---|
UNITED KINGDOM INFLATION-LINKED GILT | 401.67 mm | 331.79 mm principal | 9.59 | Debt | Long | UK |
ITALY BUONI POLIENNALI DEL TESORO | 395.50 mm | 376.84 mm principal | 9.44 | Debt | Long | Italy |
UNITED STATES TREASURY NOTE/BOND | 261.20 mm | 264.00 mm principal | 6.23 | Debt | Long | USA |
UNITED STATES TREASURY INFLATION INDEXED BONDS | 245.72 mm | 250.14 mm principal | 5.87 | Debt | Long | USA |
MEXICAN BONOS | 176.76 mm | 3.29 bn principal | 4.22 | Debt | Long | Mexico |
UNITED STATES TREASURY NOTE/BOND | 174.51 mm | 175.00 mm principal | 4.17 | Debt | Long | USA |
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND | 154.80 mm | 154.80 mm shares | 3.70 | Short-term investment vehicle | Long | USA |
COLOMBIAN TES | 105.39 mm | 397.81 bn principal | 2.52 | Debt | Long | Colombia |
THAILAND GOVERNMENT BOND | 94.94 mm | 3.65 bn principal | 2.27 | Debt | Long | Thailand |
NEW ZEALAND GOVERNMENT BOND | 87.50 mm | 240.23 mm principal | 2.09 | Debt | Long | New Zealand |
MEXICAN BONOS | 83.58 mm | 1.62 bn principal | 2.00 | Debt | Long | Mexico |
UNITED KINGDOM GILT | 80.87 mm | 153.89 mm principal | 1.93 | Debt | Long | UK |
MEXICAN BONOS | 70.63 mm | 1.40 bn principal | 1.69 | Debt | Long | Mexico |
PETROLEOS MEXICANOS | 59.84 mm | 73.65 mm principal | 1.43 | Debt | Long | Mexico |
US ULTRA BOND CBT DEC23 | 59.12 mm | -6.76 k contracts | 1.41 | Interest rate derivative | N/A | USA |
BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS | 58.97 mm | 52.94 bn principal | 1.41 | Debt | Long | Chile |
CZECH REPUBLIC GOVERNMENT BOND | 53.30 mm | 1.55 bn principal | 1.27 | Debt | Long | Czechia |
SERBIA TREASURY BONDS | 53.12 mm | 5.67 bn principal | 1.27 | Debt | Long | Serbia |
ISRAEL GOVERNMENT BOND - FIXED | 50.52 mm | 215.62 mm principal | 1.21 | Debt | Long | Israel |
HUNGARY GOVERNMENT BOND | 49.79 mm | 22.09 bn principal | 1.19 | Debt | Long | Hungary |
ROMANIA GOVERNMENT BOND | 49.14 mm | 249.29 mm principal | 1.17 | Debt | Long | Romania |
UNITED KINGDOM GILT | 40.51 mm | 42.96 mm principal | 0.97 | Debt | Long | UK |
BRAZIL NOTAS DO TESOURO NACIONAL SERIE F | 38.98 mm | 210.43 mm principal | 0.93 | Debt | Long | Brazil |
INDONESIA TREASURY BOND | 37.97 mm | 579.30 bn principal | 0.91 | Debt | Long | Indonesia |
PHILIPPINE GOVERNMENT INTERNATIONAL BOND | 28.49 mm | 1.68 bn principal | 0.68 | Debt | Long | Philippines |
VENTURE GLOBAL LNG INC | 28.46 mm | 28.86 mm principal | 0.68 | Debt | Long | USA |
DISH DISH Network CORP | 26.16 mm | 25.94 mm principal | 0.62 | Debt | Long | USA |
REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND | 25.20 mm | 686.30 mm principal | 0.60 | Debt | Long | South Africa |
THAILAND GOVERNMENT BOND | 24.48 mm | 952.47 mm principal | 0.58 | Debt | Long | Thailand |
NEPTUNE BIDCO US INC | 21.94 mm | 24.44 mm principal | 0.52 | Loan | Long | USA |
SERBIA TREASURY BONDS | 20.94 mm | 2.57 bn principal | 0.50 | Debt | Long | Serbia |
REPUBLIC OF AUSTRIA GOVERNMENT BOND | 18.79 mm | 53.48 mm principal | 0.45 | Debt | Long | Austria |
FOCUS BRANDS FUNDING LLC | 18.60 mm | 19.01 mm principal | 0.44 | ABS-other | Long | USA |
LCH - GBP SONIA IRS 9/27/51 PAY FIX | 18.13 mm | 1.00 contracts | 0.43 | Interest rate derivative | N/A | USA |
JAPAN GOVERNMENT FORTY YEAR BOND | 18.06 mm | 3.39 bn principal | 0.43 | Debt | Long | Japan |
USD/GBP FWD 20231117 UBSWGB2L
UBS SECURITIES LLC
|
17.78 mm | 1.00 contracts | 0.42 | DFE | N/A | USA |
USD/EUR FWD 20231020 CITIGB2L
CITIBANK N A
|
17.32 mm | 1.00 contracts | 0.41 | DFE | N/A | USA |
EXETER AUTOMOBILE RECEIVABLES TRUST 2021-2 | 16.36 mm | 17.48 mm principal | 0.39 | ABS-other | Long | USA |
CYPRUS GOVERNMENT INTERNATIONAL BOND | 15.54 mm | 20.45 mm principal | 0.37 | Debt | Long | Cyprus |
MALAYSIA GOVERNMENT BOND | 15.33 mm | 67.60 mm principal | 0.37 | Debt | Long | Malaysia |
TORONTO-DOMINION BANK/THE | 15.24 mm | 15.29 mm principal | 0.36 | Debt | Long | Canada |
USD/JPY FWD 20231020 GSILGB2X
GOLDMAN SACHS & CO
|
15.02 mm | 1.00 contracts | 0.36 | DFE | N/A | USA |
MALAYSIA GOVERNMENT BOND | 15.00 mm | 67.36 mm principal | 0.36 | Debt | Long | Malaysia |
USD/AUD FWD 20231020 BOFAUS6N
BANK OF AMERICA
|
14.92 mm | 1.00 contracts | 0.36 | DFE | N/A | USA |
RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC | 14.78 mm | 14.78 mm principal | 0.35 | Debt | Long | USA |
INDIA GOVERNMENT BOND | 14.55 mm | 1.25 bn principal | 0.35 | Debt | Long | India |
HDFC BANK LTD | 14.32 mm | 1.20 bn principal | 0.34 | Debt | Long | India |
STAGWELL GLOBAL LLC | 13.77 mm | 17.06 mm principal | 0.33 | Debt | Long | USA |
VERUS SECURITIZATION TRUST 2022-1 | 13.69 mm | 15.92 mm principal | 0.33 | ABS-mortgage backed security | Long | USA |
ISRAEL GOVERNMENT BOND - FIXED | 13.47 mm | 71.36 mm principal | 0.32 | Debt | Long | Israel |
CASTELLUM AB | 12.83 mm | 12.22 mm principal | 0.31 | Debt | Long | Sweden |
BRASKEM NETHERLANDS FINANCE BV | 12.73 mm | 13.80 mm principal | 0.30 | Debt | Long | Netherlands |
BRASKEM NETHERLANDS FINANCE BV | 12.64 mm | 17.53 mm principal | 0.30 | Debt | Long | Netherlands |
JAPAN GOVERNMENT FORTY YEAR BOND | 12.43 mm | 2.57 bn principal | 0.30 | Debt | Long | Japan |
NISSAN AUTO LEASE TRUST 2023-A | 12.21 mm | 12.26 mm principal | 0.29 | ABS-other | Long | USA |
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 11.91 mm | 15.03 mm principal | 0.28 | Debt | Long | Ireland |
TRK 2022-INV1 TRUST | 11.69 mm | 13.50 mm principal | 0.28 | ABS-mortgage backed security | Long | USA |
USD/EUR FWD 20231020 BOFAUS6N
BANK OF AMERICA
|
11.46 mm | 1.00 contracts | 0.27 | DFE | N/A | USA |
Cec Entertainment Inc | 11.19 mm | 11.86 mm principal | 0.27 | Debt | Long | USA |
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 11.17 mm | 13.05 mm principal | 0.27 | Debt | Long | Ireland |
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral | 11.10 mm | 11.10 mm shares | 0.26 | Short-term investment vehicle | Long | USA |
USD/EUR FWD 20231020 SBOSGB2X
STATE STREET GLOBAL MARKETS LLC
|
11.02 mm | 1.00 contracts | 0.26 | DFE | N/A | USA |
MERCEDES-BENZ AUTO RECEIVABLES TRUST 2023-1 | 10.98 mm | 11.02 mm principal | 0.26 | ABS-other | Long | USA |
SCHW Charles Schwab Corp. | 10.72 mm | 11.00 mm principal | 0.26 | Debt | Long | USA |
FORD CREDIT AUTO LEASE TRUST 2023-A | 10.52 mm | 10.54 mm principal | 0.25 | ABS-other | Long | USA |
USD/NZD FWD 20231020 BOFAUS6N
BANK OF AMERICA
|
10.49 mm | 1.00 contracts | 0.25 | DFE | N/A | USA |
COF Capital One Financial Corp. | 10.39 mm | 10.62 mm principal | 0.25 | Debt | Long | USA |
HARDEE'S FUNDING LLC | 10.10 mm | 10.72 mm principal | 0.24 | ABS-other | Long | USA |
COF Capital One Financial Corp. | 10.05 mm | 10.62 mm principal | 0.24 | Debt | Long | USA |
USD/EUR FWD 20231020 UBSWGB2L
UBS SECURITIES LLC
|
9.68 mm | 1.00 contracts | 0.23 | DFE | N/A | USA |
AVOLON HOLDINGS FUNDING LTD | 9.51 mm | 9.74 mm principal | 0.23 | Debt | Long | Cayman Islands |
TOBACCO SETTLEMENT FINANCING CORP/VA | 9.34 mm | 11.28 mm principal | 0.22 | Debt | Long | USA |
TSQ Townsquare Media Inc - Ordinary Shares | 9.25 mm | 9.85 mm principal | 0.22 | Debt | Long | USA |
IVORY COAST GOVERNMENT INTERNATIONAL BOND | 8.49 mm | 9.70 mm principal | 0.20 | Debt | Long | Côte d'Ivoire |
USD/EUR FWD 20231020 MRMDUS33
HSBC SECURITIES INC
|
8.49 mm | 1.00 contracts | 0.20 | DFE | N/A | USA |
SCHW Charles Schwab Corp. | 8.33 mm | 8.80 mm principal | 0.20 | Debt | Long | USA |
EURO-BUXL 30Y BND DEC23 | 8.29 mm | -739.00 contracts | 0.20 | Interest rate derivative | N/A | Germany |
FREDDIE MAC STACR REMIC TRUST 2022-DNA2 | 8.21 mm | 8.23 mm principal | 0.20 | ABS-mortgage backed security | Long | USA |
OVV Ovintiv Inc | 8.14 mm | 8.17 mm principal | 0.19 | Debt | Long | USA |
DLLAD 2023-1 LLC | 7.91 mm | 7.96 mm principal | 0.19 | ABS-other | Long | USA |
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A | 7.86 mm | 7.96 mm principal | 0.19 | ABS-other | Long | USA |
EURO-BTP FUTURE DEC23 | 7.69 mm | -2.20 k contracts | 0.18 | Interest rate derivative | N/A | Germany |
CLEAR CHANNEL OUTDOOR HO | 7.63 mm | 7.87 mm principal | 0.18 | Loan | Long | USA |
ALBANIA GOVERNMENT INTERNATIONAL BOND | 7.44 mm | 7.21 mm principal | 0.18 | Debt | Long | Albania |
BCS Barclays plc | 7.34 mm | 8.11 mm principal | 0.18 | Debt | Long | UK |
HYUNDAI CAPITAL AMERICA | 7.19 mm | 7.29 mm principal | 0.17 | Debt | Long | USA |
AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST | 7.12 mm | 7.23 mm principal | 0.17 | Debt | Long | Ireland |
SBA TOWER TRUST | 7.06 mm | 7.42 mm principal | 0.17 | Debt | Long | USA |
BANK 2020-BNK25 | 6.75 mm | 8.52 mm principal | 0.16 | ABS-mortgage backed security | Long | USA |
VST Vistra Corp | 6.70 mm | 7.29 mm principal | 0.16 | Debt | Long | USA |
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP | 6.63 mm | 6.78 mm principal | 0.16 | Debt | Long | USA |
QATARENERGY | 6.62 mm | 8.24 mm principal | 0.16 | Debt | Long | Qatar |
BBCMS MORTGAGE TRUST 2020-C6 | 6.43 mm | 8.00 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC | 6.41 mm | 6.50 mm principal | 0.15 | ABS-other | Long | USA |
SOUTHERN CO/THE | 6.34 mm | 7.59 mm principal | 0.15 | Debt | Long | USA |
CCO Clear Channel Outdoor Holdings Inc. | 6.12 mm | 6.19 mm principal | 0.15 | Debt | Long | USA |
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2019-MILE | 6.11 mm | 6.70 mm principal | 0.15 | ABS-mortgage backed security | Long | USA |
US 10YR NOTE (CBT)DEC23 | 6.04 mm | -3.25 k contracts | 0.14 | Interest rate derivative | N/A | USA |
CARMAX AUTO OWNER TRUST 2023-1 | 5.91 mm | 5.92 mm principal | 0.14 | ABS-other | Long | USA |
USZ3P 111 COMB | 5.71 mm | 3.62 k contracts | 0.14 | Interest rate derivative | N/A | USA |
USD/PLN FWD 20231117 UBSWGB2L
UBS SECURITIES LLC
|
5.66 mm | 1.00 contracts | 0.14 | DFE | N/A | USA |
ENEL FINANCE INTERNATIONAL NV | 5.66 mm | 5.20 mm principal | 0.14 | Debt | Long | Netherlands |
CMBX BBB- CDSI S15 11/18/2064 MSLN | 5.60 mm | 1.00 contracts | 0.13 | Credit derivative | N/A | USA |
USD/MXN FWD 20231020 IRVTGB2X
THE BANK OF NEW YORK MELLON
|
5.55 mm | 1.00 contracts | 0.13 | DFE | N/A | USA |
THAILAND GOVERNMENT BOND | 5.52 mm | 195.60 mm principal | 0.13 | Debt | Long | Thailand |
BX COMMERCIAL MORTGAGE TRUST 2019-IMC | 5.42 mm | 5.54 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
CONNECTICUT AVENUE SECURITIES TRUST 2022-R06 | 5.34 mm | 5.21 mm principal | 0.13 | ABS-mortgage backed security | Long | USA |
OVV Ovintiv Inc | 5.22 mm | 5.40 mm principal | 0.12 | Debt | Long | USA |
CMBX BBB- CDSI S15 11/18/2064 MSLN | 5.15 mm | 1.00 contracts | 0.12 | Credit derivative | N/A | USA |
UBS GROUP AG | 5.03 mm | 5.24 mm principal | 0.12 | Debt | Long | Switzerland |
SPXW US 10/13/23 P4250 | 5.02 mm | 1.45 k contracts | 0.12 | Equity derivative | N/A | USA |
DOMINICAN REPUBLIC INTERNATIONAL BOND | 4.99 mm | 5.44 mm principal | 0.12 | Debt | Long | Dominican Republic |
LCH - EUR IRS 9/11/53 PAY FIX CITI | 4.96 mm | 1.00 contracts | 0.12 | Interest rate derivative | N/A | USA |
Credit Suisse Group AG | 4.93 mm | 5.59 mm principal | 0.12 | Debt | Long | Switzerland |
USD/MXN FWD 20231020 SBOSGB2X
STATE STREET GLOBAL MARKETS LLC
|
4.77 mm | 1.00 contracts | 0.11 | DFE | N/A | USA |
LONGFOR GROUP HOLDINGS LTD | 4.73 mm | 11.12 mm principal | 0.11 | Debt | Long | Cayman Islands |
BENCHMARK 2020-B16 MORTGAGE TRUST | 4.61 mm | 5.73 mm principal | 0.11 | ABS-mortgage backed security | Long | USA |
IRB HOLDING CORP | 4.59 mm | 4.61 mm principal | 0.11 | Loan | Long | USA |
DRIVEN BRANDS FUNDING LLC | 4.38 mm | 4.80 mm principal | 0.10 | ABS-other | Long | USA |
EURO-BTP FUTURE DEC23 | 4.13 mm | -1.18 k contracts | 0.10 | Interest rate derivative | N/A | Germany |
FIFTH THIRD BANK NA | 4.08 mm | 4.15 mm principal | 0.10 | Debt | Long | USA |
BRAVO RESIDENTIAL FUNDING TRUST 2022-NQM2 | 3.96 mm | 4.12 mm principal | 0.09 | ABS-mortgage backed security | Long | USA |
USD/CAD FWD 20231020 CHASGB2L
JP MORGAN CHASE BANK
|
3.93 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
FXO_USD_OTC_E_CALL_EUR_USD_K_1.05_EFF_2023-09-13_MAT_2024-09-12 CITI | 3.93 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
EURO-BUND FUTURE DEC23 | 3.77 mm | -1.01 k contracts | 0.09 | Interest rate derivative | N/A | Germany |
HARDEE'S FUNDING LLC | 3.74 mm | 4.45 mm principal | 0.09 | ABS-other | Long | USA |
JPN 10Y BOND(OSE) DEC23 | 3.72 mm | -560.00 contracts | 0.09 | Interest rate derivative | N/A | Japan |
USD/EUR FWD 20231020 CHASGB2L
JP MORGAN CHASE BANK
|
3.70 mm | 1.00 contracts | 0.09 | DFE | N/A | USA |
ICE_SOUTH AFRICA CDS 12/20/2027 | 3.55 mm | 1.00 contracts | 0.08 | Credit derivative | N/A | USA |
BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP
|
3.40 mm | 0.00 shares | 0.08 | Common equity | Long | USA |
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B | 3.34 mm | 3.35 mm principal | 0.08 | ABS-other | Long | USA |
FITB Fifth Third Bancorp | 3.30 mm | 3.47 mm principal | 0.08 | Debt | Long | USA |
HUNGARY GOVERNMENT BOND | 3.27 mm | 1.79 bn principal | 0.08 | Debt | Long | Hungary |
USD/ILS FWD 20231019 CITIGB2L
CITIBANK N A
|
3.25 mm | 1.00 contracts | 0.08 | DFE | N/A | USA |
CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1 | 3.22 mm | 4.52 mm principal | 0.08 | ABS-mortgage backed security | Long | USA |
USD/THB FWD 20231208 UBSWGB2L
UBS SECURITIES LLC
|
3.15 mm | 1.00 contracts | 0.08 | DFE | N/A | USA |
TYZ3P 106 COMB | 3.07 mm | 5.46 k contracts | 0.07 | Interest rate derivative | N/A | USA |
FIFTH THIRD BANK NA | 3.05 mm | 3.24 mm principal | 0.07 | Debt | Long | USA |
LCH - EUR IRS 8/8/53 PAY FIX CITI | 2.96 mm | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
DRIVE AUTO RECEIVABLES TRUST 2020-2 | 2.86 mm | 2.91 mm principal | 0.07 | ABS-other | Long | USA |
LCH - JPY IRS TONA 7/27/2033 PAY FIX GSIL | 2.84 mm | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
LCH - JPY IRS TONA 7/27/2033 PAY FIX BARC | 2.78 mm | 1.00 contracts | 0.07 | Interest rate derivative | N/A | USA |
Credit Suisse Group AG | 2.72 mm | 2.92 mm principal | 0.06 | Debt | Long | Switzerland |
FXO_USD_OTC_E_CALL_GBP_USD_K_1.2_EFF_2023-06-28_MAT_2024-01-31 UBSW | 2.70 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
GTCR W-2 MERGER SUB LLC | 2.69 mm | 2.69 mm principal | 0.06 | Debt | Long | USA |
REALPAGE INC | 2.63 mm | 2.66 mm principal | 0.06 | Loan | Long | USA |
CMBX BBB- CDSI S15 11/18/2064 | 2.62 mm | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
CMBX BBB- CDSI S15 11/18/2064 | 2.58 mm | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
CMBX BBB- CDSI S15 11/18/2064 | 2.56 mm | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
TYX3P 107.5 PIT | 2.52 mm | 3.93 k contracts | 0.06 | Interest rate derivative | N/A | USA |
COMMONWEALTH OF PUERTO RICO | 2.51 mm | 4.85 mm principal | 0.06 | Debt | Long | Puerto Rico |
TYX3P 107.5 PIT | 2.50 mm | 3.91 k contracts | 0.06 | Interest rate derivative | N/A | USA |
LIFE TIME INC | 2.50 mm | 2.50 mm principal | 0.06 | Loan | Long | USA |
TYX3P 107.5 PIT | 2.50 mm | 3.90 k contracts | 0.06 | Interest rate derivative | N/A | USA |
TYZ3P 105.5 COMB | 2.47 mm | 5.46 k contracts | 0.06 | Interest rate derivative | N/A | USA |
CMBX BBB- CDSI S15 11/18/2064 | 2.44 mm | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
ICE_MACY'S INC CDS 12/20/2027 | 2.42 mm | 1.00 contracts | 0.06 | Credit derivative | N/A | USA |
USD/HUF FWD 20231117 CITIGB2L
CITIBANK N A
|
2.37 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
USD/THB FWD 20231208 DEUTGB2L
DEUTSCHE BANK
|
2.37 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
USD/RON FWD 20231020 BNPAFRPP
BNP PARIBAS SECURITIES CORP
|
2.33 mm | 1.00 contracts | 0.06 | DFE | N/A | USA |
ICE_GAP INC/THE CDS 12/20/2027 | 2.27 mm | 1.00 contracts | 0.05 | Credit derivative | N/A | USA |
USD/TWD FWD 20231006 GSILGB2X
GOLDMAN SACHS & CO
|
2.25 mm | 1.00 contracts | 0.05 | DFE | N/A | USA |
DRIVEN BRANDS FUNDING LLC | 2.25 mm | 2.34 mm principal | 0.05 | ABS-other | Long | USA |
EURO-OAT FUTURE DEC23 | 2.11 mm | -1.87 k contracts | 0.05 | Interest rate derivative | N/A | Germany |
FXO_USD_OTC_E_CALL_GBP_USD_K_1.2_EFF_2023-08-23_MAT_2024-01-31 CITI | 2.06 mm | 1.00 contracts | 0.05 | DFE | N/A | USA |
MOTION BONDCO DAC | 2.04 mm | 2.20 mm principal | 0.05 | Debt | Long | Ireland |
TOWD POINT MORTGAGE TRUST 2018-3 | 1.89 mm | 2.00 mm principal | 0.05 | ABS-mortgage backed security | Long | USA |
ALTICE FRANCE HOLDING SA | 1.85 mm | 3.78 mm principal | 0.04 | Debt | Long | Luxembourg |
UBS GROUP AG | 1.76 mm | 1.83 mm principal | 0.04 | Debt | Long | Switzerland |
SPXW US 10/27/23 P4000 | 1.61 mm | 1.48 k contracts | 0.04 | Equity derivative | N/A | USA |
ARCELORMITTAL CDS 12/20/2025 | 1.60 mm | 1.00 contracts | 0.04 | Credit derivative | N/A | USA |
FXO_USD_OTC_E_CALL_MXN_USD_K_18_EFF_2023-08-03_MAT_2023-11-03 UBSW | 1.59 mm | 1.00 contracts | 0.04 | DFE | N/A | USA |
USD/BRL FWD 20231204 BNPAFRPP
BNP PARIBAS SECURITIES CORP
|
1.53 mm | 1.00 contracts | 0.04 | DFE | N/A | USA |
FXO_USD_OTC_E_CALL_EUR_USD_K_1.0425_EFF_2023-09-27_MAT_2024-01-24 CITI | 1.50 mm | 1.00 contracts | 0.04 | DFE | N/A | USA |
USD/BRL FWD 20231204 GSILGB2X
GOLDMAN SACHS & CO
|
1.47 mm | 1.00 contracts | 0.04 | DFE | N/A | USA |
BONA FIDE INVSTMNT HLDNG LLC A
|
1.47 mm | 0.00 shares | 0.04 | Common equity | Long | USA |
ICE_XEROX CORP CDS 12/20/2027 | 1.42 mm | 1.00 contracts | 0.03 | Credit derivative | N/A | USA |
SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B | 1.41 mm | 1.42 mm principal | 0.03 | ABS-other | Long | USA |
USD/TWD FWD 20231006 DEUTGB2L
DEUTSCHE BANK
|
1.31 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
LONG GILT FUTURE DEC23 | 1.28 mm | -645.00 contracts | 0.03 | Interest rate derivative | N/A | UK |
USD/TWD FWD 20231006 MRMDUS33
HSBC SECURITIES INC
|
1.24 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
OCTANE RECEIVABLES TRUST 2023-1 | 1.23 mm | 1.23 mm principal | 0.03 | ABS-other | Long | USA |
LCH - JPY IRS TONA 7/21/2028 PAY FIX MSLN | 1.22 mm | 1.00 contracts | 0.03 | Interest rate derivative | N/A | USA |
FXO_USD_OTC_E_CALL_TWD_USD_K_32.5_EFF_2023-08-23_MAT_2024-05-22 GSIL | 1.21 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
USD/RSD FWD 20231020 CITIGB2L
CITIBANK N A
|
1.17 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
USD/GBP FWD 20231117 BOFAUS6N
BANK OF AMERICA
|
1.17 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
MERLIN ENTERTAINMENTS LTD | 1.17 mm | 1.22 mm principal | 0.03 | Debt | Long | UK |
COMMONWEALTH OF PUERTO RICO | 1.16 mm | 1.13 mm principal | 0.03 | Debt | Long | Puerto Rico |
COMMONWEALTH OF PUERTO RICO | 1.16 mm | 1.14 mm principal | 0.03 | Debt | Long | Puerto Rico |
COMMONWEALTH OF PUERTO RICO | 1.15 mm | 1.12 mm principal | 0.03 | Debt | Long | Puerto Rico |
FXO_USD_OTC_E_CALL_CNH_USD_K_7.368_EFF_2023-06-28_MAT_2024-01-15 CITI | 1.14 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
ARCELORMITTAL CDS 12/20/2025 | 1.14 mm | 1.00 contracts | 0.03 | Credit derivative | N/A | USA |
COMMONWEALTH OF PUERTO RICO | 1.13 mm | 1.08 mm principal | 0.03 | Debt | Long | Puerto Rico |
FIFTH THIRD BANK NA | 1.07 mm | 1.11 mm principal | 0.03 | Debt | Long | USA |
USD/MXN FWD 20231020 ROYCGB2L
RBC DOMINION SECURITIES INC
|
1.07 mm | 1.00 contracts | 0.03 | DFE | N/A | USA |
PROGRESS RESIDENTIAL 2022-SFR5 TRUST | 1.04 mm | 1.10 mm principal | 0.02 | ABS-other | Long | USA |
Fortenova Group TopCo B.V. | 1.03 mm | 2.56 mm principal | 0.02 | Debt | Long | Netherlands |
SPXW US 11/17/23 P3850 | 948.33 k | 738.00 contracts | 0.02 | Equity derivative | N/A | USA |
KAISA GROUP HOLDINGS LTD | 933.54 k | 15.89 mm principal | 0.02 | Debt | Long | Cayman Islands |
COMMONWEALTH OF PUERTO RICO | 921.30 k | 1.03 mm principal | 0.02 | Debt | Long | Puerto Rico |